+30.7%
IEMG vs TFC
+16.6%
+14.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +1.9% | -3.4% | +5.3% | +2.3% |
| 3M | +1.4% | +0.4% | +1.0% | +1.1% |
| 6M | +15.2% | +12.7% | +2.5% | +11.1% |
| YTD | +23.8% | +5.6% | +18.2% | +20.4% |
| 1Y | +30.7% | +16.0% | +14.6% | +24.9% |
| All | +30.7% | +16.6% | +14.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling